+65.8%
CIEN vs AMT
+1,431.6%
-1,365.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.7% | +8.1% | +6.5% |
| 7D | -24.1% | +0.5% | -24.6% | -24.5% |
| 30D | -45.5% | +13.6% | -59.1% | -48.7% |
| 3M | -39.7% | +11.5% | -51.2% | -42.9% |
| 6M | -57.8% | +6.9% | -64.7% | -60.1% |
| YTD | +4.1% | +10.8% | -6.8% | -3.9% |
| 1Y | +20.8% | +10.3% | +10.5% | +11.8% |
| 3Y | +463.1% | +12.4% | +450.7% | +390.7% |
| 5Y | +302.3% | -20.1% | +322.4% | +298.1% |
| 10Y | +1,164.4% | +116.8% | +1,047.5% | +681.8% |
| All | +65.8% | +1,431.6% | -1,365.8% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling